The liquid that will not freeze is helium and anti freeze.
Antifreeze is a mixture of water and ethylene glycol, propylene glycol and methanol that prevents it from freezing.
WD40 does freeze but it will be OK once thawed out and will return to normal consistency.
While it's best to keep WD40 at room temperature or above freezing the WD40 will not be harmed when allowed to freeze.
I've left WD40 out in my garage and it froze and once it warmed up it was just fine and still worked fine.
Febreze will also freeze but once it warms up the Febreze will return to normal and be just fine.
I've had Febreze air freshener spray freeze before but once brought into a warm house it thawed out and was just fine.
Spray paint cans, air fresheners and aerosol spray cleaners can freeze but normally they are fine once thawed out and brought back to room temperature.
It's best though to not leave Febereze or air fresheners or other aerosol spray cans or spray paint out in the freezing temperatures.
Always try to keep the spray cans including air fresheners inside at room temperature or at least above freezing.